+121.7%
BP vs TYL
+115.8%
+5.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.0% |
| 7D | +3.9% | -3.7% | +7.6% | +4.4% |
| 30D | +7.6% | +18.7% | -11.1% | +5.2% |
| 3M | +0.7% | +18.1% | -17.4% | -1.8% |
| 6M | +15.5% | -1.1% | +16.6% | +15.2% |
| YTD | +30.8% | -19.8% | +50.6% | +33.8% |
| 1Y | +34.3% | -34.3% | +68.6% | +41.4% |
| 3Y | +35.1% | -8.2% | +43.3% | +32.7% |
| 5Y | +126.8% | -25.4% | +152.3% | +126.7% |
| All | +121.7% | +115.8% | +5.9% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling